Anic Equity¶

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Total return since start: 0.661 %¶

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Equity now: -----------------------------> 50749.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45195.53 Kr¶

PnL: ---------------------------------------> -382.06 Kr¶

DD now: ---------------------------------> -4.464 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 11:35:15.451941'

Anic Portfolio¶

Today¶

Return: -0.005 %¶

This Week¶

Return: -0.005 %¶

Total portfolio value¶

Return including deposits: 66.139 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Hexatronic Group 15 3.170000 1084.200000 16.500000 1.550000 1067.700000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Orrön Energy 170 -2.660000 2051.050000 10.200000 0.500000 2040.850000
Sagax B 4 -1.240000 891.200000 8.000000 0.910000 883.200000
Atrium Ljungberg B 5 0.110000 909.500000 8.000000 0.890000 901.500000
Vitec Software Group B 2 -1.690000 1107.000000 6.000000 0.540000 1101.000000
ASSA ABLOY B 4 -0.910000 996.400000 5.600000 0.570000 990.800000
Latour B 4 -2.410000 859.600000 5.600000 0.660000 854.000000
Addnode Group B 7 -1.890000 908.600000 5.600000 0.620000 903.000000
OX2 12 -2.630000 910.800000 4.200000 0.460000 906.600000
JM 7 -1.240000 949.900000 2.100000 0.220000 947.800000
HEXPOL B 8 -0.830000 956.800000 1.600000 0.170000 955.200000
Platzer Fastigheter Holding B 12 -1.250000 950.400000 1.200000 0.130000 949.200000
Byggmax Group 33 -1.480000 965.580000 0.660000 0.070000 964.920000
EQT 4 -1.630000 871.200000 0.400000 0.050000 870.800000
Catena 2 0.250000 804.000000 0.400000 0.050000 803.600000
Sandvik 4 -1.440000 846.000000 0.400000 0.050000 845.600000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
SKF B 5 -1.360000 978.000000 0.000000 0.000000 978.000000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Biotage 1 -6.840000 147.000000 -0.500000 -0.340000 147.500000
BHG Group 109 -5.450000 1418.090000 -1.090000 -0.080000 1419.180000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
VEF 788 -0.410000 1895.930000 -1.570000 -0.080000 1897.504000
Hennes & Mauritz B 6 -1.360000 907.800000 -2.160000 -0.240000 909.960000
BioGaia B 8 -1.920000 900.000000 -2.400000 -0.270000 902.400000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Gränges 10 3.620000 1031.000000 -5.000000 -0.480000 1036.000000
Vitrolife 3 -1.760000 670.800000 -6.200000 -0.920000 677.000001
Investor B 3 -1.050000 647.850000 -10.150000 -1.540000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
Balco Group 39 -3.070000 1788.150000 -86.850000 -4.630000 1874.999997
Sedana Medical 93 -4.130000 2590.980000 -392.600000 -13.160000 2983.577733
TOTAL 45195.530000 -382.060000 -4.46401% 45577.591729

Updated:¶

'2023-06-19 11:35:33.547073'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶